NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 27-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
45.18 |
46.16 |
0.98 |
2.2% |
44.47 |
| High |
46.76 |
46.51 |
-0.25 |
-0.5% |
47.13 |
| Low |
45.01 |
44.76 |
-0.25 |
-0.6% |
43.77 |
| Close |
46.49 |
45.24 |
-1.25 |
-2.7% |
45.07 |
| Range |
1.75 |
1.75 |
0.00 |
0.0% |
3.36 |
| ATR |
1.59 |
1.60 |
0.01 |
0.7% |
0.00 |
| Volume |
146,465 |
157,518 |
11,053 |
7.5% |
986,346 |
|
| Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.75 |
49.75 |
46.20 |
|
| R3 |
49.00 |
48.00 |
45.72 |
|
| R2 |
47.25 |
47.25 |
45.56 |
|
| R1 |
46.25 |
46.25 |
45.40 |
45.88 |
| PP |
45.50 |
45.50 |
45.50 |
45.32 |
| S1 |
44.50 |
44.50 |
45.08 |
44.13 |
| S2 |
43.75 |
43.75 |
44.92 |
|
| S3 |
42.00 |
42.75 |
44.76 |
|
| S4 |
40.25 |
41.00 |
44.28 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.40 |
53.60 |
46.92 |
|
| R3 |
52.04 |
50.24 |
45.99 |
|
| R2 |
48.68 |
48.68 |
45.69 |
|
| R1 |
46.88 |
46.88 |
45.38 |
47.78 |
| PP |
45.32 |
45.32 |
45.32 |
45.78 |
| S1 |
43.52 |
43.52 |
44.76 |
44.42 |
| S2 |
41.96 |
41.96 |
44.45 |
|
| S3 |
38.60 |
40.16 |
44.15 |
|
| S4 |
35.24 |
36.80 |
43.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.13 |
44.76 |
2.37 |
5.2% |
1.58 |
3.5% |
20% |
False |
True |
188,398 |
| 10 |
47.13 |
43.77 |
3.36 |
7.4% |
1.42 |
3.1% |
44% |
False |
False |
171,765 |
| 20 |
49.02 |
43.77 |
5.25 |
11.6% |
1.61 |
3.6% |
28% |
False |
False |
138,370 |
| 40 |
50.59 |
41.58 |
9.01 |
19.9% |
1.53 |
3.4% |
41% |
False |
False |
108,577 |
| 60 |
51.75 |
41.58 |
10.17 |
22.5% |
1.55 |
3.4% |
36% |
False |
False |
95,892 |
| 80 |
53.62 |
41.58 |
12.04 |
26.6% |
1.56 |
3.4% |
30% |
False |
False |
88,802 |
| 100 |
53.62 |
41.58 |
12.04 |
26.6% |
1.51 |
3.3% |
30% |
False |
False |
82,280 |
| 120 |
53.62 |
41.35 |
12.27 |
27.1% |
1.53 |
3.4% |
32% |
False |
False |
78,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.95 |
|
2.618 |
51.09 |
|
1.618 |
49.34 |
|
1.000 |
48.26 |
|
0.618 |
47.59 |
|
HIGH |
46.51 |
|
0.618 |
45.84 |
|
0.500 |
45.64 |
|
0.382 |
45.43 |
|
LOW |
44.76 |
|
0.618 |
43.68 |
|
1.000 |
43.01 |
|
1.618 |
41.93 |
|
2.618 |
40.18 |
|
4.250 |
37.32 |
|
|
| Fisher Pivots for day following 27-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.64 |
45.95 |
| PP |
45.50 |
45.71 |
| S1 |
45.37 |
45.48 |
|